Journal of the American Statistical Association · 1972 · 345 citations · 8 references
Natural SciencesMathematicsStatistical ModelingStatisticsStochastic ModelingEstimation TheoryLikelihood EstimationMaximum Likelihood EstimationParameter EstimationStatistical InferenceVariance ComponentsCovarianceCovariance ComponentsCovariance EstimationDispersion Parameter EstimationMinimum Variance EstimationVariance Component EstimationVariance Components AnalysisVariance-covariance Matrix Estimation
Abstract We write a linear model in the form , where is an unknown parameter and ξ is a hypothetical random variable with a given dispersion structure but containing unknown parameters called variance and covariance components. A new method of estimation called MINQUE (Minimum Norm Quadratic Unbiased Estimation) developed in a previous article [5] is extended for the estimation of variance and covariance components.
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Efficient Inference in a Random Coefficient Regression Model
P. A. V. B. Swamy · Econometrica · 1970 · 2.2K citations